+3,254.9%
NTRA vs SWK
+32.9%
+3,222.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.3% | +1.9% |
| 7D | -15.4% | +10.7% | -26.1% | -19.4% |
| 30D | -20.0% | +33.3% | -53.4% | -30.0% |
| 3M | -0.5% | +14.7% | -15.2% | -7.1% |
| 6M | +64.9% | +48.5% | +16.4% | +37.1% |
| YTD | +39.9% | +63.9% | -24.0% | +9.6% |
| 1Y | +60.5% | +80.4% | -19.9% | +19.9% |
| 3Y | +605.9% | +58.1% | +547.7% | +420.5% |
| 5Y | +183.0% | -24.5% | +207.5% | +193.2% |
| 10Y | +3,254.9% | +29.5% | +3,225.4% | +2,202.8% |
| All | +3,254.9% | +32.9% | +3,222.0% | +2,202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling